• Title of article

    Non-parametric determination of real-time lag structure between two time series: The “optimal thermal causal path” method with applications to economic data

  • Author/Authors

    Wei-Xing Zhou، نويسنده , , Didier Sornette، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    30
  • From page
    195
  • To page
    224
  • Keywords
    causality , Time-dependent correlation , Lead–lag , time series , Stock markets , Bondyields , inflation , unemployment , Distance matrix , GDP growth
  • Journal title
    Journal of Macroeconomics
  • Serial Year
    2006
  • Journal title
    Journal of Macroeconomics
  • Record number

    235264

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=235264